Spaces:
Sleeping
Sleeping
gauravlochab
commited on
Commit
·
144269c
1
Parent(s):
d8345d8
adding fix for initial values
Browse files- app.py +10 -5
- initial_value_fixer.py +751 -0
app.py
CHANGED
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@@ -19,6 +19,7 @@ from typing import List, Dict, Any, Optional
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# from app_trans_new import create_transcation_visualizations,create_active_agents_visualizations
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# APR visualization functions integrated directly
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from fetch_and_preprocess_data import generate_continuous_random_data
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# Set up logging with appropriate verbosity
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logging.basicConfig(
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@@ -180,6 +181,7 @@ def extract_apr_value(attr: Dict[str, Any]) -> Dict[str, Any]:
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apr = json_data.get("apr")
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adjusted_apr = json_data.get("adjusted_apr") # Extract adjusted_apr if present
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timestamp = json_data.get("timestamp")
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| 183 |
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# Extract ROI (f_i_ratio) from calculation_metrics if it exists
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roi = None
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@@ -193,20 +195,22 @@ def extract_apr_value(attr: Dict[str, Any]) -> Dict[str, Any]:
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if timestamp:
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timestamp_dt = datetime.fromtimestamp(timestamp)
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-
result =
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"apr": apr,
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"adjusted_apr": adjusted_apr,
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"roi": roi,
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"timestamp": timestamp_dt,
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"agent_id": agent_id,
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-
"is_dummy": False
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-
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logger.debug(f"Agent {agent_id}: Extracted result: {result}")
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return result
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except (json.JSONDecodeError, KeyError, TypeError) as e:
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logger.error(f"Error parsing JSON value: {e} for agent_id: {attr.get('agent_id')}")
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logger.error(f"Problematic json_value: {attr.get('json_value')}")
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-
return {"apr": None, "adjusted_apr": None, "roi": None, "timestamp": None, "agent_id": attr.get('agent_id'), "is_dummy": False}
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def fetch_apr_data_from_db():
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"""
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@@ -779,8 +783,9 @@ def generate_apr_visualizations():
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# No longer generating dummy data
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# Set global_df for access by other functions
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global_df = df
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-
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# Save to CSV before creating visualizations
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csv_file = save_to_csv(df)
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# from app_trans_new import create_transcation_visualizations,create_active_agents_visualizations
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# APR visualization functions integrated directly
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from fetch_and_preprocess_data import generate_continuous_random_data
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+
from initial_value_fixer import fix_apr_and_roi
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# Set up logging with appropriate verbosity
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logging.basicConfig(
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apr = json_data.get("apr")
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adjusted_apr = json_data.get("adjusted_apr") # Extract adjusted_apr if present
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timestamp = json_data.get("timestamp")
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+
address = json_data.get("portfolio_snapshot", {}).get("portfolio", {}).get("address")
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# Extract ROI (f_i_ratio) from calculation_metrics if it exists
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roi = None
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if timestamp:
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timestamp_dt = datetime.fromtimestamp(timestamp)
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+
result = json_data.copy() # Copy the original JSON data for logging
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result.update({
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"apr": apr,
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"adjusted_apr": adjusted_apr,
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"roi": roi,
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"timestamp": timestamp_dt,
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"agent_id": agent_id,
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"is_dummy": False,
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"address": address
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})
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logger.debug(f"Agent {agent_id}: Extracted result: {result}")
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return result
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except (json.JSONDecodeError, KeyError, TypeError) as e:
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logger.error(f"Error parsing JSON value: {e} for agent_id: {attr.get('agent_id')}")
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logger.error(f"Problematic json_value: {attr.get('json_value')}")
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+
return {"apr": None, "adjusted_apr": None, "roi": None, "timestamp": None, "agent_id": attr.get('agent_id'), "is_dummy": False, "address": None}
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def fetch_apr_data_from_db():
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"""
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# No longer generating dummy data
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# Set global_df for access by other functions
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df = fix_apr_and_roi(df) # Currently it assumes no investment has been made
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global_df = df
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# Save to CSV before creating visualizations
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csv_file = save_to_csv(df)
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initial_value_fixer.py
ADDED
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@@ -0,0 +1,751 @@
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|
| 1 |
+
|
| 2 |
+
# Sample CSV values:
|
| 3 |
+
# apr,adjusted_apr,timestamp,portfolio_snapshot,calculation_metrics,roi,agent_id,is_dummy,address,agent_name,metric_type,first_investment_timestamp,agent_hash,volume,trading_type,selected_protocols
|
| 4 |
+
# -0.03,1.75,2025-05-15 21:37:27.000000,"{'portfolio': {'portfolio_value': 29.34506065817397, 'allocations': [{'chain': 'optimism', 'type': 'velodrome', 'id': '0xaF03f51DE7a0E62BF061F6Fc3931cF79166B0a29', 'assets': ['FRAX', 'alUSD'], 'apr': 11.9, 'details': 'Velodrome Pool', 'ratio': 100.0, 'address': '0xAD588C11Ea73123fDe199C5C4F7F75C6e495C758'}], 'portfolio_breakdown': [{'asset': 'FRAX', 'address': '0x2E3D870790dC77A83DD1d18184Acc7439A53f475', 'balance': 12.498312351563191, 'price': 0.999924, 'value_usd': 12.497362479824472, 'ratio': 0.425876}, {'asset': 'alUSD', 'address': '0xCB8FA9a76b8e203D8C3797bF438d8FB81Ea3326A', 'balance': 17.023792285753334, 'price': 0.989656, 'value_usd': 16.8476981783495, 'ratio': 0.574124}], 'address': '0xAD588C11Ea73123fDe199C5C4F7F75C6e495C758'}, 'positons': [{'chain': 'optimism', 'pool_address': '0xaF03f51DE7a0E62BF061F6Fc3931cF79166B0a29', 'dex_type': 'velodrome', 'token0': '0x2E3D870790dC77A83DD1d18184Acc7439A53f475', 'token1': '0xCB8FA9a76b8e203D8C3797bF438d8FB81Ea3326A', 'token0_symbol': 'FRAX', 'token1_symbol': 'alUSD', 'apr': 11.901789131732096, 'pool_id': '0xaF03f51DE7a0E62BF061F6Fc3931cF79166B0a29', 'is_stable': True, 'is_cl_pool': False, 'amount0': 12549523370531409633, 'amount1': 16972223462662011900, 'timestamp': 1747319387, 'status': 'open', 'tx_hash': '0xb487bb4a45bcd7bb3b9e9e3fabe76bf6594828091598ffab69704754b4c8bea8'}]}","{'initial_value': 29.353178464538146, 'final_value': 29.34506065817397, 'f_i_ratio': -0.0002765562977782299, 'last_investment_timestamp': 1747319387, 'time_ratio': 5380.753851502806}",-0.0002765562977782299,86,False,0xAD588C11Ea73123fDe199C5C4F7F75C6e495C758,nusus-tayar25,APR,,,,,
|
| 5 |
+
|
| 6 |
+
# Parse the optimus_apr_values.csv file
|
| 7 |
+
# Iterate on the rows: For each row:
|
| 8 |
+
# Parse address, final_value
|
| 9 |
+
# Compute initial_value using the parsed address similar to an Optimus function
|
| 10 |
+
# Compute the APR and ROI similar to an Optimus function
|
| 11 |
+
# Write the row with initial_value, APR, and ROI to a new CSV file
|
| 12 |
+
|
| 13 |
+
|
| 14 |
+
from datetime import datetime
|
| 15 |
+
from decimal import Decimal
|
| 16 |
+
import json
|
| 17 |
+
import logging
|
| 18 |
+
import os
|
| 19 |
+
import time
|
| 20 |
+
from typing import Dict, Optional, Tuple
|
| 21 |
+
|
| 22 |
+
from pandas import DataFrame
|
| 23 |
+
import requests
|
| 24 |
+
from web3 import Web3
|
| 25 |
+
|
| 26 |
+
ETHERSCAN_API_KEY = ""
|
| 27 |
+
EXCLUDED_ADDRESSES = { # Testnet agents of Gaurav, Divya, and Priyanshu
|
| 28 |
+
"0x6aA9b180c1a4Ef43Ea540Da905f23BAfAEEB7DC8", # agent_id 84
|
| 29 |
+
"0x6aA9b180c1a4Ef43Ea540Da905f23BAfAEEB7CB5", # agent_id 86
|
| 30 |
+
"0x3B3AbC1604fAd139F841Da5c3Cad73a72621fee4", # agent_id 102
|
| 31 |
+
}
|
| 32 |
+
COINGECKO_PRICE_API_URL = "https://api.coingecko.com/api/v3/coins/{coin_id}/history?date={date}}"
|
| 33 |
+
WHITELISTED_TOKENS = {
|
| 34 |
+
# Optimism tokens - stablecoins
|
| 35 |
+
"0x0b2c639c533813f4aa9d7837caf62653d097ff85": ("USDC", 6),
|
| 36 |
+
"0x01bff41798a0bcf287b996046ca68b395dbc1071": ("USDT0", 6),
|
| 37 |
+
"0x94b008aa00579c1307b0ef2c499ad98a8ce58e58": ("USDT", 6),
|
| 38 |
+
"0x7f5c764cbc14f9669b88837ca1490cca17c31607": ("USDC.e", 6),
|
| 39 |
+
"0x8ae125e8653821e851f12a49f7765db9a9ce7384": ("DOLA", 18),
|
| 40 |
+
"0xc40f949f8a4e094d1b49a23ea9241d289b7b2819": ("LUSD", 18),
|
| 41 |
+
"0xda10009cbd5d07dd0cecc66161fc93d7c9000da1": ("DAI", 18),
|
| 42 |
+
"0x087c440f251ff6cfe62b86dde1be558b95b4bb9b": ("BOLD", 18),
|
| 43 |
+
"0x2e3d870790dc77a83dd1d18184acc7439a53f475": ("FRAX", 18),
|
| 44 |
+
"0x2218a117083f5b482b0bb821d27056ba9c04b1d3": ("sDAI", 18),
|
| 45 |
+
"0x1217bfe6c773eec6cc4a38b5dc45b92292b6e189": ("oUSDT", 6),
|
| 46 |
+
"0x4f604735c1cf31399c6e711d5962b2b3e0225ad3": ("USDGLO", 18),
|
| 47 |
+
}
|
| 48 |
+
COIN_ID_MAPPING = {
|
| 49 |
+
"usdc": "usd-coin",
|
| 50 |
+
"alusd": "alchemix-usd",
|
| 51 |
+
"usdt0": "usdt0",
|
| 52 |
+
"usdt": "bridged-usdt",
|
| 53 |
+
"usdc.e": "bridged-usd-coin-optimism",
|
| 54 |
+
"usx": "token-dforce-usd",
|
| 55 |
+
"dola": "dola-usd",
|
| 56 |
+
"lusd": "liquity-usd",
|
| 57 |
+
"dai": "makerdao-optimism-bridged-dai-optimism",
|
| 58 |
+
"bold": "liquity-bold",
|
| 59 |
+
"frax": "frax",
|
| 60 |
+
"sdai": "savings-dai",
|
| 61 |
+
"usd+": "overnight-fi-usd-optimism",
|
| 62 |
+
"ousdt": "openusdt",
|
| 63 |
+
"usdglo": "glo-dollar",
|
| 64 |
+
}
|
| 65 |
+
|
| 66 |
+
# Configure logging
|
| 67 |
+
logging.basicConfig(level=logging.INFO)
|
| 68 |
+
logger = logging.getLogger(__name__)
|
| 69 |
+
|
| 70 |
+
w3 = Web3(Web3.HTTPProvider("https://rpc-gate.autonolas.tech/optimism-rpc/"))
|
| 71 |
+
|
| 72 |
+
|
| 73 |
+
def get_coin_id_from_symbol(symbol: str, chain: str) -> Optional[str]:
|
| 74 |
+
"""Map token symbol to CoinGecko ID."""
|
| 75 |
+
if chain == "optimism":
|
| 76 |
+
coin_id_map = {
|
| 77 |
+
"USDC": "usd-coin",
|
| 78 |
+
"ALUSD": "alchemix-usd",
|
| 79 |
+
"USDT0": "usdt0",
|
| 80 |
+
"USDT": "bridged-usdt",
|
| 81 |
+
"MSUSD": None,
|
| 82 |
+
"USDC.E": "bridged-usd-coin-optimism",
|
| 83 |
+
"USX": "token-dforce-usd",
|
| 84 |
+
"DOLA": "dola-usd",
|
| 85 |
+
"LUSD": "liquity-usd",
|
| 86 |
+
"DAI": "makerdao-optimism-bridged-dai-optimism",
|
| 87 |
+
"BOLD": "liquity-bold",
|
| 88 |
+
"FRAX": "frax",
|
| 89 |
+
"SDAI": "savings-dai",
|
| 90 |
+
"USD+": "overnight-fi-usd-optimism",
|
| 91 |
+
"OUSDT": "openusdt",
|
| 92 |
+
"USDGLO": "glo-dollar",
|
| 93 |
+
"ETH": "ethereum",
|
| 94 |
+
"WETH": "ethereum",
|
| 95 |
+
"WBTC": "wrapped-bitcoin",
|
| 96 |
+
}
|
| 97 |
+
return coin_id_map.get(symbol.upper())
|
| 98 |
+
return None
|
| 99 |
+
|
| 100 |
+
def load_cache(name: str) -> Dict:
|
| 101 |
+
"""Load price cache from JSON file."""
|
| 102 |
+
cache_file = f"{name}_cache.json"
|
| 103 |
+
if os.path.exists(cache_file):
|
| 104 |
+
try:
|
| 105 |
+
with open(cache_file, 'r') as f:
|
| 106 |
+
return json.load(f)
|
| 107 |
+
except json.JSONDecodeError:
|
| 108 |
+
logger.warning("Cache file corrupted, creating new cache")
|
| 109 |
+
return {}
|
| 110 |
+
return {}
|
| 111 |
+
|
| 112 |
+
def save_cache(name: str, cache: Dict):
|
| 113 |
+
"""Save price cache to JSON file."""
|
| 114 |
+
cache_file = f"{name}_cache.json"
|
| 115 |
+
with open(cache_file, 'w') as f:
|
| 116 |
+
json.dump(cache, f, indent=2)
|
| 117 |
+
|
| 118 |
+
def get_cached_price(date_str: str, token_symbol: str) -> Optional[float]:
|
| 119 |
+
"""Get price from cache if available."""
|
| 120 |
+
cache = load_cache(name="price")
|
| 121 |
+
return cache.get(date_str, {}).get(token_symbol)
|
| 122 |
+
|
| 123 |
+
def update_price_cache(date_str: str, token_symbol: str, price: float):
|
| 124 |
+
"""Update price cache with new value."""
|
| 125 |
+
cache = load_cache(name="price")
|
| 126 |
+
if date_str not in cache:
|
| 127 |
+
cache[date_str] = {}
|
| 128 |
+
cache[date_str][token_symbol] = price
|
| 129 |
+
save_cache(name="price", cache=cache)
|
| 130 |
+
|
| 131 |
+
def get_cached_request(cache_key: str) -> Optional[Dict]:
|
| 132 |
+
"""Get cached request response if available."""
|
| 133 |
+
cache = load_cache(name="request")
|
| 134 |
+
return cache.get(cache_key)
|
| 135 |
+
|
| 136 |
+
def update_request_cache(cache_key: str, response: Dict):
|
| 137 |
+
"""Update request cache with new response."""
|
| 138 |
+
cache = load_cache(name="request")
|
| 139 |
+
cache[cache_key] = response
|
| 140 |
+
save_cache(name="request", cache=cache)
|
| 141 |
+
|
| 142 |
+
def fetch_historical_eth_price(date_str: str) -> float:
|
| 143 |
+
"""Fetch historical ETH price from CoinGecko with caching."""
|
| 144 |
+
# Check cache first
|
| 145 |
+
cached_price = get_cached_price(date_str, "ETH")
|
| 146 |
+
if cached_price is not None:
|
| 147 |
+
return cached_price
|
| 148 |
+
|
| 149 |
+
try:
|
| 150 |
+
url = f"https://api.coingecko.com/api/v3/coins/ethereum/history"
|
| 151 |
+
params = {"date": date_str, "localization": "false"}
|
| 152 |
+
|
| 153 |
+
# Add delay to respect rate limits
|
| 154 |
+
time.sleep(1.2)
|
| 155 |
+
|
| 156 |
+
response = requests.get(url, params=params)
|
| 157 |
+
response.raise_for_status()
|
| 158 |
+
|
| 159 |
+
data = response.json()
|
| 160 |
+
if "market_data" in data and "current_price" in data["market_data"]:
|
| 161 |
+
price = data["market_data"]["current_price"]["usd"]
|
| 162 |
+
# Update cache
|
| 163 |
+
update_price_cache(date_str, "ETH", price)
|
| 164 |
+
return price
|
| 165 |
+
|
| 166 |
+
return 0.0
|
| 167 |
+
|
| 168 |
+
except Exception as e:
|
| 169 |
+
print(f"Error fetching ETH price for {date_str}: {str(e)}")
|
| 170 |
+
return 0.0
|
| 171 |
+
|
| 172 |
+
def fetch_historical_token_price(coin_id: str, date_str: str, token_symbol: str) -> float:
|
| 173 |
+
"""Fetch historical token price from CoinGecko with caching."""
|
| 174 |
+
# Check cache first
|
| 175 |
+
cached_price = get_cached_price(date_str, token_symbol)
|
| 176 |
+
if cached_price is not None:
|
| 177 |
+
return cached_price
|
| 178 |
+
|
| 179 |
+
try:
|
| 180 |
+
success, data = request_with_retries(
|
| 181 |
+
endpoint=f"https://api.coingecko.com/api/v3/coins/{coin_id}/history",
|
| 182 |
+
params={"date": date_str, "localization": "false"},
|
| 183 |
+
)
|
| 184 |
+
if not success:
|
| 185 |
+
logger.error(f"Failed to fetch historical price for {coin_id} on {date_str}")
|
| 186 |
+
return 0.0
|
| 187 |
+
|
| 188 |
+
# Add delay to respect rate limits
|
| 189 |
+
time.sleep(1.2)
|
| 190 |
+
|
| 191 |
+
if "market_data" in data and "current_price" in data["market_data"]:
|
| 192 |
+
price = data["market_data"]["current_price"]["usd"]
|
| 193 |
+
# Update cache
|
| 194 |
+
update_price_cache(date_str, token_symbol, price)
|
| 195 |
+
return price
|
| 196 |
+
|
| 197 |
+
return 0.0
|
| 198 |
+
|
| 199 |
+
except Exception as e:
|
| 200 |
+
print(f"Error fetching price for {coin_id} on {date_str}: {str(e)}")
|
| 201 |
+
return 0.0
|
| 202 |
+
|
| 203 |
+
def get_block_at_timestamp(
|
| 204 |
+
timestamp: int,
|
| 205 |
+
chain: str = "optimism"
|
| 206 |
+
) -> Optional[int]:
|
| 207 |
+
success, res = request_with_retries(
|
| 208 |
+
endpoint=f"https://api-optimistic.etherscan.io/api?module=block&action=getblocknobytime×tamp={timestamp}&closest=before&apikey={ETHERSCAN_API_KEY}",
|
| 209 |
+
)
|
| 210 |
+
if success and res.get("status") == "1" and "result" in res:
|
| 211 |
+
return int(res.get("result"))
|
| 212 |
+
else:
|
| 213 |
+
logger.error(f"Failed to fetch block at timestamp {timestamp} for {chain}: {res.get('message', 'Unknown error')}")
|
| 214 |
+
return None
|
| 215 |
+
|
| 216 |
+
def fetch_eth_balance(address: str, timestamp: float) -> float:
|
| 217 |
+
key = "eth_balance"
|
| 218 |
+
cache = load_cache(name=key)
|
| 219 |
+
if f"{address}_{timestamp}" in cache:
|
| 220 |
+
return cache[f"{address}_{timestamp}"] / (10 ** 18)
|
| 221 |
+
|
| 222 |
+
balance = w3.eth.get_balance(
|
| 223 |
+
account=Web3.to_checksum_address(address),
|
| 224 |
+
block_identifier=get_block_at_timestamp(int(timestamp))
|
| 225 |
+
)
|
| 226 |
+
|
| 227 |
+
cache[f"{address}_{timestamp}"] = balance
|
| 228 |
+
save_cache(name=key, cache=cache)
|
| 229 |
+
return balance / (10 ** 18)
|
| 230 |
+
|
| 231 |
+
def fetch_token_balance(
|
| 232 |
+
address: str,
|
| 233 |
+
token_address: str,
|
| 234 |
+
timestamp: int,
|
| 235 |
+
decimals: int = 18
|
| 236 |
+
) -> Optional[float]:
|
| 237 |
+
contract = w3.eth.contract(
|
| 238 |
+
address=Web3.to_checksum_address(token_address),
|
| 239 |
+
abi=[
|
| 240 |
+
{
|
| 241 |
+
"constant": True,
|
| 242 |
+
"inputs": [{"name": "_owner", "type": "address"}],
|
| 243 |
+
"name": "balanceOf",
|
| 244 |
+
"outputs": [{"name": "", "type": "uint256"}],
|
| 245 |
+
"payable": False,
|
| 246 |
+
"stateMutability": "view",
|
| 247 |
+
"type": "function",
|
| 248 |
+
}
|
| 249 |
+
]
|
| 250 |
+
)
|
| 251 |
+
try:
|
| 252 |
+
cache_key = f"token_balance_{address}_{token_address}_{timestamp}"
|
| 253 |
+
cache = load_cache(name="token_balance")
|
| 254 |
+
if cache_key in cache:
|
| 255 |
+
return cache[cache_key] / (10 ** decimals)
|
| 256 |
+
|
| 257 |
+
balance = contract.functions.balanceOf(address).call(block_identifier=get_block_at_timestamp(int(timestamp)))
|
| 258 |
+
cache[cache_key] = balance
|
| 259 |
+
save_cache(name="token_balance", cache=cache)
|
| 260 |
+
return balance / (10 ** decimals) if balance else 0.0
|
| 261 |
+
except Exception as e:
|
| 262 |
+
logger.error(f"Error fetching token balance for {address} at {timestamp}: {e}")
|
| 263 |
+
return None
|
| 264 |
+
|
| 265 |
+
def get_datetime_from_timestamp(timestamp: str) -> Optional[datetime]:
|
| 266 |
+
"""Convert timestamp string to datetime object."""
|
| 267 |
+
try:
|
| 268 |
+
return datetime.fromisoformat(timestamp.replace("Z", "+00:00"))
|
| 269 |
+
except (ValueError, TypeError):
|
| 270 |
+
logger.warning(f"Invalid timestamp format: {timestamp}")
|
| 271 |
+
return None
|
| 272 |
+
|
| 273 |
+
def request_with_retries(
|
| 274 |
+
endpoint: str,
|
| 275 |
+
params: Dict = None,
|
| 276 |
+
headers: Dict = None,
|
| 277 |
+
method: str = "GET",
|
| 278 |
+
body: Dict = None,
|
| 279 |
+
rate_limited_code: int = 429,
|
| 280 |
+
retry_wait: int = 5,
|
| 281 |
+
max_retries: int = 3
|
| 282 |
+
) -> Tuple[bool, Dict]:
|
| 283 |
+
for attempt in range(max_retries):
|
| 284 |
+
try:
|
| 285 |
+
if method.upper() == "POST":
|
| 286 |
+
cache_key = f"POST_{endpoint}_{str(body or {})}"
|
| 287 |
+
cached_response = get_cached_request(cache_key)
|
| 288 |
+
if cached_response is not None:
|
| 289 |
+
return len(cached_response) > 0, cached_response
|
| 290 |
+
|
| 291 |
+
response = requests.post(endpoint, headers=headers, json=body)
|
| 292 |
+
|
| 293 |
+
if response.ok:
|
| 294 |
+
update_request_cache(cache_key, response.json())
|
| 295 |
+
else:
|
| 296 |
+
# Check cache first for GET requests
|
| 297 |
+
cache_key = f"{endpoint}_{str(params or {})}"
|
| 298 |
+
cached_response = get_cached_request(cache_key)
|
| 299 |
+
if cached_response is not None:
|
| 300 |
+
return len(cached_response) > 0, cached_response
|
| 301 |
+
|
| 302 |
+
response = requests.get(endpoint, headers=headers, params=params or {})
|
| 303 |
+
|
| 304 |
+
# Cache successful responses
|
| 305 |
+
if response.status_code == 200:
|
| 306 |
+
update_request_cache(cache_key, response.json())
|
| 307 |
+
elif response.status_code == 404:
|
| 308 |
+
update_request_cache(cache_key, {})
|
| 309 |
+
|
| 310 |
+
if response.status_code == rate_limited_code:
|
| 311 |
+
logger.warning(f"Rate limited. Waiting {retry_wait} seconds...")
|
| 312 |
+
time.sleep(retry_wait)
|
| 313 |
+
continue
|
| 314 |
+
|
| 315 |
+
if response.status_code != 200:
|
| 316 |
+
logger.error(f"Request failed with status {response.status_code}")
|
| 317 |
+
return False, {}
|
| 318 |
+
|
| 319 |
+
return True, response.json()
|
| 320 |
+
|
| 321 |
+
except Exception as e:
|
| 322 |
+
logger.error(f"Request failed: {str(e)}")
|
| 323 |
+
if attempt < max_retries - 1:
|
| 324 |
+
time.sleep(retry_wait)
|
| 325 |
+
continue
|
| 326 |
+
return False, {}
|
| 327 |
+
|
| 328 |
+
return False, {}
|
| 329 |
+
|
| 330 |
+
def should_include_transfer_optimism(
|
| 331 |
+
from_address: str
|
| 332 |
+
) -> bool:
|
| 333 |
+
"""Determine if an Optimism transfer should be included based on from address type."""
|
| 334 |
+
if not from_address:
|
| 335 |
+
return False
|
| 336 |
+
|
| 337 |
+
# Exclude zero address
|
| 338 |
+
if from_address.lower() in [
|
| 339 |
+
"0x0000000000000000000000000000000000000000",
|
| 340 |
+
"0x0",
|
| 341 |
+
"",
|
| 342 |
+
]:
|
| 343 |
+
return False
|
| 344 |
+
|
| 345 |
+
try:
|
| 346 |
+
# Use Optimism RPC to check if address is a contract
|
| 347 |
+
payload = {
|
| 348 |
+
"jsonrpc": "2.0",
|
| 349 |
+
"method": "eth_getCode",
|
| 350 |
+
"params": [from_address, "latest"],
|
| 351 |
+
"id": 1,
|
| 352 |
+
}
|
| 353 |
+
|
| 354 |
+
success, result = request_with_retries(
|
| 355 |
+
endpoint="https://mainnet.optimism.io",
|
| 356 |
+
method="POST",
|
| 357 |
+
headers={"Content-Type": "application/json"},
|
| 358 |
+
body=payload,
|
| 359 |
+
rate_limited_code=429,
|
| 360 |
+
retry_wait=5,
|
| 361 |
+
)
|
| 362 |
+
|
| 363 |
+
if not success:
|
| 364 |
+
logger.error("Failed to check contract code")
|
| 365 |
+
return False
|
| 366 |
+
|
| 367 |
+
code = result.get("result", "0x")
|
| 368 |
+
|
| 369 |
+
# If code is '0x', it's an EOA
|
| 370 |
+
if code == "0x":
|
| 371 |
+
return True
|
| 372 |
+
|
| 373 |
+
# If it has code, check if it's a GnosisSafe
|
| 374 |
+
safe_check_url = f"https://safe-transaction-optimism.safe.global/api/v1/safes/{from_address}/"
|
| 375 |
+
success, _ = request_with_retries(
|
| 376 |
+
endpoint=safe_check_url,
|
| 377 |
+
headers={"Accept": "application/json"},
|
| 378 |
+
rate_limited_code=429,
|
| 379 |
+
retry_wait=5,
|
| 380 |
+
)
|
| 381 |
+
|
| 382 |
+
if success:
|
| 383 |
+
return True
|
| 384 |
+
|
| 385 |
+
logger.info(
|
| 386 |
+
f"Excluding transfer from contract: {from_address}"
|
| 387 |
+
)
|
| 388 |
+
return False
|
| 389 |
+
|
| 390 |
+
except Exception as e:
|
| 391 |
+
logger.error(f"Error checking address {from_address}: {e}")
|
| 392 |
+
return False
|
| 393 |
+
|
| 394 |
+
def fetch_optimism_transfers(
|
| 395 |
+
address: str,
|
| 396 |
+
last_timestamp: int
|
| 397 |
+
) -> Dict:
|
| 398 |
+
base_url = "https://safe-transaction-optimism.safe.global/api/v1"
|
| 399 |
+
all_transfers_by_date = {}
|
| 400 |
+
|
| 401 |
+
try:
|
| 402 |
+
logger.info("Fetching Optimism transfers using SafeGlobal API...")
|
| 403 |
+
|
| 404 |
+
last_date = datetime.fromtimestamp(last_timestamp).strftime("%Y-%m-%d")
|
| 405 |
+
|
| 406 |
+
# Fetch incoming transfers
|
| 407 |
+
transfers_url = f"{base_url}/safes/{address}/incoming-transfers/"
|
| 408 |
+
|
| 409 |
+
processed_count = 0
|
| 410 |
+
while True:
|
| 411 |
+
success, response_json = request_with_retries(
|
| 412 |
+
endpoint=transfers_url,
|
| 413 |
+
headers={"Accept": "application/json"},
|
| 414 |
+
rate_limited_code=429,
|
| 415 |
+
retry_wait=5
|
| 416 |
+
)
|
| 417 |
+
|
| 418 |
+
if not success:
|
| 419 |
+
logger.error("Failed to fetch Optimism transfers")
|
| 420 |
+
break
|
| 421 |
+
|
| 422 |
+
transfers = response_json.get("results", [])
|
| 423 |
+
if not transfers:
|
| 424 |
+
break
|
| 425 |
+
|
| 426 |
+
for transfer in transfers:
|
| 427 |
+
# Parse timestamp
|
| 428 |
+
timestamp = transfer.get("executionDate")
|
| 429 |
+
if not timestamp:
|
| 430 |
+
continue
|
| 431 |
+
|
| 432 |
+
tx_datetime = get_datetime_from_timestamp(timestamp)
|
| 433 |
+
tx_date = tx_datetime.strftime("%Y-%m-%d") if tx_datetime else None
|
| 434 |
+
|
| 435 |
+
if not tx_date:
|
| 436 |
+
continue
|
| 437 |
+
|
| 438 |
+
if tx_datetime.timestamp() > last_timestamp:
|
| 439 |
+
continue
|
| 440 |
+
|
| 441 |
+
# Process the transfer
|
| 442 |
+
from_address = transfer.get("from", address)
|
| 443 |
+
transfer_type = transfer.get("type", "")
|
| 444 |
+
|
| 445 |
+
if from_address.lower() == address.lower():
|
| 446 |
+
continue
|
| 447 |
+
|
| 448 |
+
# Initialize date in transfers dict if not exists
|
| 449 |
+
if tx_date not in all_transfers_by_date:
|
| 450 |
+
all_transfers_by_date[tx_date] = []
|
| 451 |
+
|
| 452 |
+
should_include = should_include_transfer_optimism(
|
| 453 |
+
from_address
|
| 454 |
+
)
|
| 455 |
+
if not should_include:
|
| 456 |
+
continue
|
| 457 |
+
|
| 458 |
+
# Process different transfer types
|
| 459 |
+
if transfer_type == "ERC20_TRANSFER":
|
| 460 |
+
# Token transfer
|
| 461 |
+
token_info = transfer.get("tokenInfo", {})
|
| 462 |
+
token_address = transfer.get("tokenAddress", "")
|
| 463 |
+
|
| 464 |
+
if not token_info:
|
| 465 |
+
if not token_address:
|
| 466 |
+
continue
|
| 467 |
+
# You might want to add token decimal and symbol fetching here
|
| 468 |
+
symbol = "Unknown"
|
| 469 |
+
decimals = 18
|
| 470 |
+
else:
|
| 471 |
+
symbol = token_info.get("symbol", "Unknown")
|
| 472 |
+
decimals = int(token_info.get("decimals", 18) or 18)
|
| 473 |
+
|
| 474 |
+
if symbol.lower() != "usdc":
|
| 475 |
+
continue
|
| 476 |
+
|
| 477 |
+
value_raw = int(transfer.get("value", "0") or "0")
|
| 478 |
+
amount = value_raw / (10**decimals)
|
| 479 |
+
|
| 480 |
+
transfer_data = {
|
| 481 |
+
"from_address": from_address,
|
| 482 |
+
"amount": amount,
|
| 483 |
+
"token_address": token_address,
|
| 484 |
+
"symbol": symbol,
|
| 485 |
+
"timestamp": timestamp,
|
| 486 |
+
"tx_hash": transfer.get("transactionHash", ""),
|
| 487 |
+
"type": "token"
|
| 488 |
+
}
|
| 489 |
+
|
| 490 |
+
elif transfer_type == "ETHER_TRANSFER":
|
| 491 |
+
# ETH transfer
|
| 492 |
+
try:
|
| 493 |
+
value_wei = int(transfer.get("value", "0") or "0")
|
| 494 |
+
amount_eth = value_wei / 10**18
|
| 495 |
+
|
| 496 |
+
if amount_eth <= 0:
|
| 497 |
+
continue
|
| 498 |
+
except (ValueError, TypeError):
|
| 499 |
+
logger.warning(f"Skipping transfer with invalid value: {transfer.get('value')}")
|
| 500 |
+
continue
|
| 501 |
+
|
| 502 |
+
transfer_data = {
|
| 503 |
+
"from_address": from_address,
|
| 504 |
+
"amount": amount_eth,
|
| 505 |
+
"token_address": "",
|
| 506 |
+
"symbol": "ETH",
|
| 507 |
+
"timestamp": timestamp,
|
| 508 |
+
"tx_hash": transfer.get("transactionHash", ""),
|
| 509 |
+
"type": "eth"
|
| 510 |
+
}
|
| 511 |
+
|
| 512 |
+
else:
|
| 513 |
+
# Skip other transfer types
|
| 514 |
+
continue
|
| 515 |
+
|
| 516 |
+
all_transfers_by_date[tx_date].append(transfer_data)
|
| 517 |
+
processed_count += 1
|
| 518 |
+
|
| 519 |
+
# Show progress
|
| 520 |
+
if processed_count % 100 == 0:
|
| 521 |
+
logger.info(f"Processed {processed_count} Optimism transfers...")
|
| 522 |
+
|
| 523 |
+
# Check for next page
|
| 524 |
+
cursor = response_json.get("next")
|
| 525 |
+
if not cursor:
|
| 526 |
+
break
|
| 527 |
+
|
| 528 |
+
logger.info(f"Completed Optimism transfers: {processed_count} found")
|
| 529 |
+
return all_transfers_by_date
|
| 530 |
+
|
| 531 |
+
except Exception as e:
|
| 532 |
+
logger.error(f"Error fetching Optimism transfers: {e}")
|
| 533 |
+
return {}
|
| 534 |
+
|
| 535 |
+
def calculate_initial_investment_value_from_funding_events(
|
| 536 |
+
transfers: Dict,
|
| 537 |
+
chain: str,
|
| 538 |
+
) -> float:
|
| 539 |
+
total_investment = 0.0
|
| 540 |
+
|
| 541 |
+
if not transfers:
|
| 542 |
+
print(f"No transfers found for {chain} chain")
|
| 543 |
+
return 0.0
|
| 544 |
+
|
| 545 |
+
if chain == "optimism":
|
| 546 |
+
print("Using Optimism-specific transfer processing")
|
| 547 |
+
for date, date_transfers in transfers.items():
|
| 548 |
+
for transfer in date_transfers:
|
| 549 |
+
try:
|
| 550 |
+
amount = transfer.get("amount", 0)
|
| 551 |
+
token_symbol = transfer.get("symbol", "").upper()
|
| 552 |
+
|
| 553 |
+
if amount <= 0:
|
| 554 |
+
continue
|
| 555 |
+
|
| 556 |
+
# Get historical price for the transfer date
|
| 557 |
+
date_str = datetime.strptime(date, "%Y-%m-%d").strftime("%d-%m-%Y")
|
| 558 |
+
|
| 559 |
+
if token_symbol == "ETH": # nosec B105
|
| 560 |
+
price = fetch_historical_eth_price(date_str)
|
| 561 |
+
else:
|
| 562 |
+
coingecko_id = get_coin_id_from_symbol(token_symbol, chain)
|
| 563 |
+
if coingecko_id:
|
| 564 |
+
price = fetch_historical_token_price(
|
| 565 |
+
coingecko_id, date_str, token_symbol
|
| 566 |
+
)
|
| 567 |
+
else:
|
| 568 |
+
price = None
|
| 569 |
+
|
| 570 |
+
transfer_value = amount * price
|
| 571 |
+
total_investment += transfer_value
|
| 572 |
+
|
| 573 |
+
print(f"Processed transfer on {date}: {amount} {token_symbol} @ ${price} = ${transfer_value}")
|
| 574 |
+
|
| 575 |
+
except Exception as e:
|
| 576 |
+
print(f"Error processing transfer: {str(e)}")
|
| 577 |
+
continue
|
| 578 |
+
else:
|
| 579 |
+
print(f"Unsupported chain: {chain}, skipping")
|
| 580 |
+
return 0.0
|
| 581 |
+
|
| 582 |
+
print(f"Total initial investment from {chain} chain: ${total_investment}")
|
| 583 |
+
return total_investment if total_investment > 0 else 0.0
|
| 584 |
+
|
| 585 |
+
def calculate_initial_value_from_address_and_timestamp(
|
| 586 |
+
address: str,
|
| 587 |
+
final_timestamp: int,
|
| 588 |
+
) -> Tuple[float, int]:
|
| 589 |
+
# First fetch the transfers
|
| 590 |
+
transfers = fetch_optimism_transfers(address, final_timestamp)
|
| 591 |
+
initial_timestamp = final_timestamp
|
| 592 |
+
for _transfers in transfers.values():
|
| 593 |
+
for _transfer in _transfers:
|
| 594 |
+
if "timestamp" not in _transfer:
|
| 595 |
+
continue
|
| 596 |
+
|
| 597 |
+
transfer_timestamp = datetime.fromisoformat(_transfer["timestamp"].replace('Z', '+00:00')).timestamp()
|
| 598 |
+
if transfer_timestamp < initial_timestamp:
|
| 599 |
+
initial_timestamp = int(transfer_timestamp)
|
| 600 |
+
|
| 601 |
+
# Then calculate initial investment
|
| 602 |
+
initial_investment = calculate_initial_investment_value_from_funding_events(
|
| 603 |
+
transfers=transfers,
|
| 604 |
+
chain="optimism",
|
| 605 |
+
)
|
| 606 |
+
|
| 607 |
+
return initial_investment, int(initial_timestamp)
|
| 608 |
+
|
| 609 |
+
def calculate_final_value_from_address_and_timestamp(
|
| 610 |
+
address: str,
|
| 611 |
+
timestamp: int,
|
| 612 |
+
) -> float:
|
| 613 |
+
eth_balance = fetch_eth_balance(address, timestamp)
|
| 614 |
+
eth_price = fetch_historical_eth_price(
|
| 615 |
+
datetime.utcfromtimestamp(timestamp).strftime("%d-%m-%Y")
|
| 616 |
+
)
|
| 617 |
+
|
| 618 |
+
final_value = eth_balance * eth_price
|
| 619 |
+
for token_address, (symbol, decimals) in WHITELISTED_TOKENS.items():
|
| 620 |
+
token_balance = fetch_token_balance(
|
| 621 |
+
address=address,
|
| 622 |
+
token_address=token_address,
|
| 623 |
+
decimals=decimals,
|
| 624 |
+
timestamp=timestamp,
|
| 625 |
+
)
|
| 626 |
+
token_price = fetch_historical_token_price(
|
| 627 |
+
coin_id=COIN_ID_MAPPING.get(symbol.lower(), symbol.lower()),
|
| 628 |
+
date_str=datetime.utcfromtimestamp(timestamp).strftime("%d-%m-%Y"),
|
| 629 |
+
token_symbol=symbol
|
| 630 |
+
)
|
| 631 |
+
if token_balance is not None and token_price is not None:
|
| 632 |
+
token_value = token_balance * token_price
|
| 633 |
+
if token_value > 0:
|
| 634 |
+
final_value += token_value
|
| 635 |
+
|
| 636 |
+
return final_value
|
| 637 |
+
|
| 638 |
+
def _calculate_adjusted_apr(
|
| 639 |
+
apr: float,
|
| 640 |
+
initial_timestamp: int,
|
| 641 |
+
final_timestamp: int
|
| 642 |
+
) -> float:
|
| 643 |
+
if apr is None or apr == 0:
|
| 644 |
+
return 0.0
|
| 645 |
+
|
| 646 |
+
intial_eth_price = fetch_historical_eth_price(datetime.utcfromtimestamp(initial_timestamp).strftime("%d-%m-%Y"))
|
| 647 |
+
final_eth_price = fetch_historical_eth_price(datetime.utcfromtimestamp(final_timestamp).strftime("%d-%m-%Y"))
|
| 648 |
+
|
| 649 |
+
if (
|
| 650 |
+
final_eth_price is not None
|
| 651 |
+
and intial_eth_price is not None
|
| 652 |
+
):
|
| 653 |
+
adjustment_factor = Decimal("1") - (
|
| 654 |
+
Decimal(str(final_eth_price)) / Decimal(str(intial_eth_price))
|
| 655 |
+
)
|
| 656 |
+
adjusted_apr = round(
|
| 657 |
+
float(apr)
|
| 658 |
+
+ float(adjustment_factor * Decimal("100")),
|
| 659 |
+
2,
|
| 660 |
+
)
|
| 661 |
+
return adjusted_apr
|
| 662 |
+
else:
|
| 663 |
+
logger.warning(
|
| 664 |
+
f"Could not fetch ETH prices for timestamps {initial_timestamp} and {final_timestamp}. Returning original APR: {apr}"
|
| 665 |
+
)
|
| 666 |
+
return apr
|
| 667 |
+
|
| 668 |
+
def calculate_apr_and_roi(
|
| 669 |
+
initial_value: float,
|
| 670 |
+
final_value: float,
|
| 671 |
+
initial_timestamp: int,
|
| 672 |
+
final_timestamp: int
|
| 673 |
+
) -> Tuple[float, float, float]:
|
| 674 |
+
if final_value <= 0:
|
| 675 |
+
logger.warning("Final value is non-positive, returning 0.0 for APR and ROI.")
|
| 676 |
+
return 0.0, 0.0, 0.0
|
| 677 |
+
|
| 678 |
+
# Calculate ROI (Return on Investment)
|
| 679 |
+
roi = ((final_value / initial_value) - 1) * 100
|
| 680 |
+
|
| 681 |
+
# Calculate hours since investment
|
| 682 |
+
hours = max(1, (final_timestamp - int(initial_timestamp)) / 3600)
|
| 683 |
+
|
| 684 |
+
# Calculate time ratio (hours in a year / hours since investment)
|
| 685 |
+
hours_in_year = 8760
|
| 686 |
+
time_ratio = hours_in_year / hours
|
| 687 |
+
|
| 688 |
+
# Calculate APR (Annualized ROI)
|
| 689 |
+
apr = float(roi * time_ratio)
|
| 690 |
+
if apr < 0:
|
| 691 |
+
apr = roi
|
| 692 |
+
|
| 693 |
+
adjust_apr = _calculate_adjusted_apr(
|
| 694 |
+
apr=apr,
|
| 695 |
+
initial_timestamp=initial_timestamp,
|
| 696 |
+
final_timestamp=final_timestamp
|
| 697 |
+
)
|
| 698 |
+
|
| 699 |
+
return float(round(apr, 2)), float(round(adjust_apr, 2)), float(round(roi, 2))
|
| 700 |
+
|
| 701 |
+
|
| 702 |
+
def fix_apr_and_roi(df: DataFrame) -> DataFrame:
|
| 703 |
+
|
| 704 |
+
# Remove rows with excluded addresses
|
| 705 |
+
df = df[~df['address'].isin(EXCLUDED_ADDRESSES)]
|
| 706 |
+
|
| 707 |
+
# Remove rows with timestamps before 2025-06-06
|
| 708 |
+
df = df[df['timestamp'] >= '2025-06-06 00:00:00.000000']
|
| 709 |
+
|
| 710 |
+
for idx, row in df.iterrows():
|
| 711 |
+
if row['is_dummy']:
|
| 712 |
+
continue
|
| 713 |
+
|
| 714 |
+
final_timestamp = int(row['timestamp'].timestamp())
|
| 715 |
+
calculation_metrics = row['calculation_metrics']
|
| 716 |
+
initial_value, initial_timestamp = calculate_initial_value_from_address_and_timestamp(row['address'], final_timestamp)
|
| 717 |
+
final_value = calculate_final_value_from_address_and_timestamp(row['address'], final_timestamp)
|
| 718 |
+
if row["volume"] > 0:
|
| 719 |
+
final_value += row["volume"]
|
| 720 |
+
|
| 721 |
+
if initial_value <= 0:
|
| 722 |
+
logger.warning(f"Initial value for address {row['address']} is non-positive, skipping row.")
|
| 723 |
+
df = df.drop(idx)
|
| 724 |
+
continue
|
| 725 |
+
|
| 726 |
+
calculation_metrics['initial_value'] = initial_value
|
| 727 |
+
calculation_metrics['final_value'] = final_value
|
| 728 |
+
df.at[idx, 'calculation_metrics'] = calculation_metrics
|
| 729 |
+
|
| 730 |
+
apr, adjusted_apr, roi = calculate_apr_and_roi(
|
| 731 |
+
initial_value=initial_value,
|
| 732 |
+
final_value=final_value,
|
| 733 |
+
initial_timestamp=initial_timestamp,
|
| 734 |
+
final_timestamp=final_timestamp
|
| 735 |
+
)
|
| 736 |
+
df.at[idx, 'apr'] = apr
|
| 737 |
+
df.at[idx, 'adjusted_apr'] = adjusted_apr
|
| 738 |
+
df.at[idx, 'roi'] = roi
|
| 739 |
+
|
| 740 |
+
return df
|
| 741 |
+
|
| 742 |
+
|
| 743 |
+
if __name__ == "__main__":
|
| 744 |
+
test_address = "0xa11417aeBF3932ee895008eDE8eA95616f488bCf"
|
| 745 |
+
test_final_timestamp = 1749567654
|
| 746 |
+
|
| 747 |
+
v = calculate_initial_value_from_address_and_timestamp(
|
| 748 |
+
test_address,
|
| 749 |
+
test_final_timestamp
|
| 750 |
+
)
|
| 751 |
+
print(v)
|